Defensive Bond Portfolio

for period ending April 30, 2024


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  Overview

t.dbnd is the Recipe ID for this portfolio recipe

This Recipe ID appears in the scatterplots and comparisons below.

Portfolio Recipe Provider   VizMetrics (www.vizmetrics.com)

Description   Defensive Bond Portfolio gives investors access to a dynamic portfolio that uses an asset allocation algorithm that chooses fixed income asset classes to invest in based on recent returns. This portfolio recipe uses exchange-traded funds and uses a dynamic asset allocation algorithm which can result in a new target allocation each month.

Category   Tactical: DIY. This portfolio recipe is tactical (dynamic) and do-it-yourself.

Ingredients Used   This portfolio recipe invests in exchange-traded funds (ETFs) chosen from a set of 4 possible asset class ETFs. The percentage allocation (i.e., weighting) to each of the chosen ETFs is selected using the algorithm for this portfolio recipe

Peer Group   Tactical: DIY


You can see how this recipe has performed compared to its peers by clicking on any "Rank: Group" link in the Compare sections, below.

Methodology   This portfolio recipe is created using an algorithm that chooses the ingredients and weightings for each of the asset class ETFs in this portfolio recipe. The Defensive Bond Portfolio uses a tactical (also called "dynamic" or "active") asset allocation approach. This portfolio recipe is allowed to choose from 4 ETFs that represent major asset classes. The steps to create this portfolio are as follows:

  1. This recipe ranks a set of 3 asset class ETFs (HYS, HYMB, MBB) based on 3-month total return.

  2. Then t.dbnd chooses a 100% allocation to the top-ranked ETF, as long as that ETF's 3-month return is greater than SHY. SHY is a short-term bond ETF.

  3. If the top-ranked ETF has underperformed SHY, then the recipe's asset allocation is 100% SHY for the coming month.

Cost   Access to this portfolio recipe is included at no extra charge as part of your VizMetrics Investor subscription. You can invest in this portfolio recipe using the Recipe Ingredients listed below at your favorite brokerage. See How to Invest, below.



  How to Invest

For how to invest by buying the underlying portfolio ingredients, see the article "How to Invest"

Recipe ingredients, updated April 30, 2024 and used for May 2024 allocation:

MBB=100%

Recipe ingredients (CSV format), updated April 30, 2024 and used for May 2024 allocation:

MBB,100



  How to Rebalance

Update frequency:   The recipe for this portfolio can change monthly. In other words, the ingredients and percentage allocation to each ingredient can change at the beginning of each month. Therefore, this portfolio requires a few minutes each month to buy or sell the ingredients to match the updated portfolio recipe.

Rebalancing steps
You need to update this portfolio each month to adhere to this portfolio's recipe. See How to rebalance your portfolio



  Compare: Total Return

for period ending April 30, 2024

5-year graph ● t.dbnd ● Global equities (ACWI) ● U.S. equities (SPY) ● U.S. bonds (BND) ● 60% Equity / 40% Bonds (s.6040)
Total Return (Compound Annual Growth Rate)
  YTD      1 year 3 year 5 year 10 year 15 year 20 year
t.dbnd -0.1% -0.9% 4.3% 3.5% 5.8% 4.3%    
Peer Group* average
60% Equity / 40% Bonds 1.9% -3.6% 12.4% 2.4% 7.5% 7.7% 9.7% 7.4%
Global Equities (ACWI) 4.4% -3.6% 17.0% 4.2% 9.4% 8.1% 10.5%  
U.S. Equities (SPY) 5.9% -4.0% 22.4% 7.9% 13.1% 12.3% 14.5% 9.9%
U.S. Bonds (BND) -3.1% -2.4% -1.4% -3.6% -0.2% 1.2% 2.3% 3.0%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 3.23246192873452% -0.67723908079634% 10.9015463308612% 0.26464649807072% 5.76927770581417% 3.19882895796024% 5.29598473607413% 0%
t.dbnd -0.110629712651755% -0.901887640530463% 4.25514862904055% 3.4742571701609% 5.83411680874719% 4.27510382341649% 0% 0%
t.qaro 5.3832443667454% -2.39219268521117% 10.3442180536332% 5.14025738374817% 8.44504749134964% 4.75015877033809% 5.20710879994968% 4.71212707013335%
t.acap 2.39415228650053% -2.99490087996263% 6.36503804935606% -0.824220966693956% 2.29257112629142% 4.43142376380958% 7.6078041225091% 7.88250605483272%
t.trdd 4.82755524961296% -2.18856218136949% 3.23716862267009% -3.1625999980749% 3.76841771750973% 4.1604495734793% 8.36897627241804% 8.58431657600858%
t.shar 3.80213704217083% -2.36353578230796% 7.43845858800376% -0.0971148530958699% 10.2586279588894% 7.29470867308686% 10.4690327763849% 9.58210543092519%
t.tris 5.47577949413038% -1.55778457233087% 6.79622998524556% 3.92589134042847% 7.2552408927085% 5.6405899864391% 7.2720576909135% 8.45617693934706%
t.tret 6.30488770899231% -1.98784769405059% 5.00550842369067% -2.3822740628012% 4.53602836548102% 4.69180419668336% 8.69837061419094% 8.84584509563437%
t.rsop 1.59833202482724% -3.25493637476395% 11.1630869094269% 1.57467914490714% 7.32985819215191% 7.3254571710935% 9.97808789420711% 8.91101574786672%
t.rpcl 0.677505844007276% -2.45472409158599% 6.18082212617355% 0.585231933847363% 4.00706833330899% 4.90084984307761% 7.06457028439775% 7.93860730640086%
t.risd 5.04516290696992% -2.1787950513828% 11.6214441404612% 3.36762325012381% 7.23443035082847% 6.87141132703868% 9.17416759721297% 8.78140435517214%
t.mva3 4.76985325181989% -1.72607846524083% 11.133683696292% 2.66454081205731% 7.43415348139542% 6.99018639108278% 9.71828553800145% 9.49028751228238%
t.mva2 1.72380163458135% -2.51631820001372% 6.30132930068252% 0.976822243444508% 5.60264008872458% 5.51366848754911% 7.87955652053784% 8.29077711894353%
t.mca2 1.41326478699038% -3.23242355541843% 7.72812630596054% 0.619596119881982% 5.69916317828438% 5.89893451630761% 7.95071957045066% 8.19891765237288%
t.mca1 0.767207152668781% -3.16653245366506% 4.50095195424505% -0.392315382695518% 5.0630487468337% 5.20711832807181% 7.52686635430928% 7.90692294775648%
t.madd 5.02697516167663% -2.00576880986095% 12.5636957529179% 2.5325135488403% 6.00137565744756% 6.55608055971559% 9.00893549718784% 8.77879082412998%
t.loss 7.89406376505666% 2.98950029165856% 12.1315095300006% 3.29404262964677% 5.98934116513461% 6.58911517944176% 9.21868576273097% 8.6794169112485%
t.eqrc 1.39192933231371% -3.21841448455612% 7.93321037605024% 0.337815634579641% 5.46715618768254% 6.05571937482081% 8.45166748932502% 8.53422291185095%
t.cvar 7.59649517919552% -0.192387348375243% 14.8360871237472% 1.67070386567683% 5.0479803424659% 6.12829824713541% 8.32655790763654% 8.32210057028922%
t.cdar -0.14138041787134% -3.38551807307684% 12.7849974081819% 1.54335278597113% 7.22687393707864% 6.77573319683387% 10.0158071169224% 9.35800228566086%
t.srt3 12.7057243150248% -5.10891918461111% 21.8597406959332% 5.77174931524989% 10.9419281264835% 10.9561322064448% 12.7084596197417% 0%
t.srt5 8.44935119331591% -4.73691402652741% 22.3196056349305% 7.96933384358196% 15.8255901550637% 12.6002218031281% 13.4442027483723% 0%
t.srrs 5.64171002591476% -3.10751456367663% 11.7120982161519% 6.65419102027218% 11.5326619029523% 9.54951606832408% 10.8127992643226% 0%
t.srqr 49.2175837167167% -8.44274380397389% 168.133760771224% 32.817239806681% 21.4193447830409% 18.0246545818173% 25.4083852544079% 0%
t.pure -3.73015827321642% -6.04601006470166% 20.7806334920126% 1.08581997952761% 12.6120907738173% 8.73547329997011% 14.6925958008243% 16.6597842987857%
t.frs4 -0.112874586573841% -3.40209432433414% 2.9025542700114% 3.10679570443464% 6.79913254052709% 5.3006146339279% 6.37454212307227% 7.678659936157%
t.frs3 -0.350793512180669% -5.07287500798046% 4.48945631154647% 5.1813669217619% 10.1479897857123% 7.89750316228772% 9.01662214995291% 10.165595685164%
t.frs2 1.85530012996471% -3.6375703430877% 3.41411747026765% 8.47010121183269% 10.3432224719784% 7.13173158218743% 8.54422868088629% 9.67299465372074%
t.frs1 5.94146542122156% -4.03196512895024% 6.28456223406617% 5.04504103227894% 11.1972855125168% 7.23620102802123% 8.29615556617396% 10.0665136334656%
t.eqwt 0.419241691501337% -3.75294360106826% 10.2392503502668% 0.660369985226006% 7.18069232647851% 7.35002820480115% 10.0151337426874% 8.6602272693457%
t.sort 3.30733683284614% -2.56661796133965% 8.78975177607544% -0.00935646037639737% 10.3072649797753% 7.21895626260407% 10.2256723383971% 9.41688830187162%
t.rpba 1.79968466249238% -3.16822786023281% 11.4614089164658% 1.47316466761589% 7.28759338735396% 7.37168890638247% 10.0916298233158% 9.08063716558083%
t.mvar 6.30488770899231% -1.98784769405059% 14.3541052020987% 4.47488018831084% 7.60373093533679% 7.08858533381367% 9.48032087838757% 9.09005627319459%
t.madm 5.02697516167663% -2.00576880986095% 12.5636957529179% 2.5325135488403% 6.00137565744756% 6.59278189665446% 9.0339648464866% 8.79752266618274%
t.dist -0.649494361907432% -2.82513305284189% 5.24453724321481% -0.431773854409245% 3.64507390181545% 5.09656468440172% 7.25828821762065% 8.06649373990003%
t.mdiv 2.68636141741085% -2.69995501705987% 8.31260366650119% -0.680617176068365% 4.23539591269255% 4.40252911533152% 7.8491845718857% 8.03390504299297%
t.coco 2.23156840568524% -2.49692557894063% 8.05843962181923% -1.13562174489948% 5.878169357671% 5.04716001974226% 8.46055899099634% 8.32709500470747%
t.aaaf 7.79297227065336% -1.20688054814109% 15.8404049522795% 6.29402004088766% 11.6872222067887% 10.9840468606075% 13.776735554647% 13.3101284881264%
t.aaae 2.97981558839571% -0.817899792479078% 14.768846841399% -0.808285492221783% 8.18528835642915% 7.19173967413409% 9.64171483431204% 10.9907864989807%
t.aaad 2.03680179336241% -1.60549088029757% 6.39575929925629% 1.83676933727044% 11.0241745991645% 7.42196640477395% 10.9973360351419% 11.9552103807212%
t.aaac 4.98324743223739% 0.502170219100294% 9.52724258701661% -2.36731214374344% 4.09255858281059% 5.32350178597438% 7.44702312618397% 9.87510647298555%
t.aaab 5.42045351120499% 0.50731438794352% 10.6715230899145% -2.19867995703465% 4.4077372202844% 5.42284197285581% 7.62145400396401% 9.9803601034276%
t.aaaa 4.67618143490987% -0.220027891944141% 17.2515117084643% 1.40004790661539% 7.19418901251994% 6.60599157293742% 8.18256776808086% 10.0328011872198%
Historical Return
 
t.dbnd 7.9% 12.4% 3.4% -1.8% 10.6%
Peer Group* average
60% Equity / 40% Bonds 21.8% 16.4% 14.0% -16.7% 17.5%
Global Equities (ACWI) 26.6% 16.3% 18.7% -18.4% 22.3%
U.S. Equities (SPY) 31.2% 18.4% 28.7% -18.2% 26.2%
U.S. Bonds (BND) 8.8% 7.7% -1.9% -13.1% 5.4%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 11.5528263738119% 17.6857889432378% -0.424179698869032% -7.18336076125054% 8.04433480523521%
t.dbnd 7.89527648446944% 12.4001641494272% 3.44397661063875% -1.7673793678378% 10.6400593174128%
t.qaro 18.638557336863% 13.7524210493494% 4.59240204628992% -11.1438326553824% 15.3386927829938%
t.acap 22.5954450699449% -3.15591381489754% 20.4432160619124% -22.45403221641% 7.40184469105014%
t.trdd 17.1679915133908% 18.8888487461911% 9.87152300964638% -26.0476121532499% 6.36635125071483%
t.shar 14.3774665226362% 31.8518384438335% 23.4411606259802% -21.87479682622% 12.3218052604971%
t.tris 9.7358141457299% 18.8765310933997% 15.142112269322% -13.2151489279659% 10.3892915506608%
t.tret 21.1645711423046% 18.8265028997918% 8.47801777380577% -26.0296350385373% 7.36180722098361%
t.rsop 23.0816421078498% 16.6788574299794% 12.9632353675667% -19.3414043196725% 18.2419777264708%
t.rpcl 20.4564521501266% 6.18574792773916% 6.10522651436409% -17.3138973124509% 14.235592105237%
t.risd 20.1707255718049% 16.4207546051224% 6.27488285821169% -17.0795987959738% 15.6705918175895%
t.mva3 18.456432192481% 16.4475057805443% 8.29647793772845% -16.6430053414138% 14.1334152915745%
t.mva2 19.0127460750623% 13.9423358513251% 5.32238855516891% -17.0409959438868% 12.7837931445343%
t.mca2 19.4458050660633% 14.459818862544% 8.9068513656305% -18.9457469665729% 14.7510299013823%
t.mca1 19.9263951661004% 15.9342003247503% 6.10410986942322% -18.751642966597% 11.8822854915719%
t.madd 20.4169674261333% 10.5160149264737% 7.26372272447371% -19.4480347710231% 17.0288553895919%
t.loss 19.2213421644676% 15.2813151091985% 3.09414417690548% -18.479249626044% 13.031568361609%
t.eqrc 20.6782152873476% 13.7733136019478% 8.82676076930242% -19.5964571862675% 14.9855260511003%
t.cvar 16.6031554779517% 10.8257013044757% 0.759134878710621% -18.0142669945865% 16.2212575296877%
t.cdar 16.1367897597023% 18.6570928662247% 7.5552738288192% -15.8396274872416% 20.5750399487302%
t.srt3 6.53264943133633% 33.3253799119496% 12.6920037171253% -4.66110537752611% 3.76595072486461%
t.srt5 23.3851014155791% 42.428645738185% 13.3683816400023% -0.0377534476435293% 10.7408896298008%
t.srrs 19.2384317792708% 14.530996789793% 28.890913509327% -4.05917982551871% 5.15194903910461%
t.srqr -13.2872485801913% 19.9565693064752% 9.25312744122639% 20.7261796509901% 35.7843164035702%
t.pure 9.57014685321635% 38.7337197655583% 29.8707683196271% -30.1397064440225% 39.2701153505725%
t.frs4 10.2571183011313% 4.79243329096743% 28.9596335134098% -8.71103462588398% 6.76423807600433%
t.frs3 13.0976401501333% 13.3896805677203% 31.6871352500162% -9.40291629311235% 11.1850931254423%
t.frs2 12.3787701252221% 5.82230661463172% 33.6879639179315% -2.1721698717026% 9.48474896909841%
t.frs1 18.4376419643805% 11.8936515284869% 24.8239629975502% -1.66592365448264% 4.02750319776695%
t.eqwt 24.9881784702095% 19.2013419507117% 13.021617406844% -20.392117109815% 18.7871213530999%
t.sort 12.3278339229661% 34.1810346882099% 22.673599865263% -21.8579334248415% 13.4524209330745%
t.rpba 22.2122730652747% 16.7651720839806% 13.0003607484082% -19.5380347547834% 18.2281640302314%
t.mvar 21.2720998059497% 13.7854873506792% 6.2517777007832% -16.5887215609709% 17.3063290729272%
t.madm 20.4169674261333% 10.5160149264737% 7.26372272447371% -19.4480347710231% 17.0288553895919%
t.dist 24.8455139651587% 6.401488104259% 6.57477338910426% -19.2648644355954% 14.8065928418213%
t.mdiv 20.5514308659646% 13.5340524280839% 4.9292667911002% -22.903221678147% 15.3975078542072%
t.coco 21.72001792611% 22.9771500403719% 6.21247145397237% -23.2582939265105% 16.1944748615217%
t.aaaf 14.5280182272117% 18.8478559766322% 24.9592656712499% -12.8611500959783% 15.2553856004544%
t.aaae 11.4295660761434% 26.4433173099597% 17.9844768345203% -20.6677076909989% 17.3619246036437%
t.aaad 15.2981593433007% 28.6877582551626% 25.6368061423383% -15.1236057862516% 13.4736870831487%
t.aaac 7.01730045619473% 12.0110148346848% 14.5779268357423% -17.7181609028232% 7.5985638021292%
t.aaab 7.24222937134085% 12.53479302481% 15.0698785073506% -18.0799629226466% 8.03786160945619%
t.aaaa 6.74053492007829% 13.3104758122727% 20.1360239536609% -16.2467835025164% 14.2840037094768%


  Compare: Risk vs. Return

for period ending April 30, 2024

Maximum Drawdown vs. Annual Return
● t.dbnd ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● t.dbnd ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● t.dbnd ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
 
Risk vs. Return Compass*
  1 year 3 year 5 year 10 year 15 year 20 year
t.dbnd risk vs. 60/40 Better Better Better Better
t.dbnd return vs. 60/40 Worse Better Worse Worse
Risk-Return Quadrant
SW NW SW SW
Risk-Return Direction 196° 285° 251° 229°
Risk-Return Magnitude 8.5 4.2 5.2 5.2
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* compares t.dbnd to s.6040 on the scatterplot "Downside Deviation vs. Annual Return"
M-squared
  1 year 3 year 5 year 10 year 15 year 20 year
t.dbnd -18.7% -5.2% -3.0% -4.2%    
Peer Group* average
60% Equity / 40% Bonds -8.2% -6.2% -3.6% -1.9% -0.5% 0.5%
Global Equities (ACWI) -5.4% -3.8% -3.5% -4.0% -4.4%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -30.4% -22.7% -19.0% -12.5% -9.7% -3.9%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb -3.65692038130746% -14.3224551994345% -2.87716831193435% -7.35142294261245% -5.07968004850551% 0%
t.dbnd -18.7435624077485% -5.20053002048074% -3.00115248417838% -4.21249935962463% 0% 0%
t.qaro -12.051065268614% -2.49713311869159% -2.33466702997039% -6.34515876412419% -7.43534948489613% -3.71876715408025%
t.acap -15.9767536819327% -10.6557743138978% -11.089850140461% -6.74193023181707% -4.51821153310798% 0.292845642408157%
t.trdd -20.2853961377868% -13.6713250250701% -8.92446316129463% -7.21029612059205% -2.7883945285185% 1.54670361717419%
t.shar -13.8904677514203% -10.0668476984743% 0.235817007213051% -2.99366239963343% -1.15876544875261% 1.49957978423584%
t.tris -14.701342486566% -4.13241211470891% -3.74476111744327% -5.14144490894548% -5.01700424754866% 0.911584826430726%
t.tret -17.548418019048% -12.5000937746209% -7.81121976798964% -6.44232694133207% -2.10139408386449% 2.08505308648584%
t.rsop -11.0844617573508% -6.81693353211649% -4.629941712937% -3.40835802358573% -2.14396675561996% 0.78912365152347%
t.rpcl -16.1602724877137% -8.45343338624127% -8.60988458017085% -6.07099221365638% -4.77941809630003% 1.01481606809797%
t.risd -8.48720656075244% -4.92247404737026% -3.46567663843292% -2.5850465886523% -0.0763608652201615% 3.30983155177068%
t.mva3 -9.73149876943685% -5.83349690891052% -3.3210716238997% -2.60308970278365% -0.0465425012146383% 3.87280444272139%
t.mva2 -15.8600623778225% -8.21608114002105% -5.98550549834133% -4.84234571450566% -2.76910437071283% 2.00073222611582%
t.mca2 -14.4387432369838% -8.33886312763928% -6.10732960896505% -4.47247476399559% -2.89499840508445% 1.70809767329254%
t.mca1 -18.0639649839243% -9.86318902011665% -6.94351524958904% -5.42934129056193% -3.53670042417519% 1.35785962948853%
t.madd -7.28843296613328% -6.06642879171207% -5.39132924087346% -3.01683639350554% -0.151737542062845% 3.41039057145628%
t.loss -7.61286390019549% -5.01374596968902% -5.32863792276571% -3.11790617149972% -0.500963473336229% 2.63438056407872%
t.eqrc -14.2488297498159% -8.58971855380388% -6.50636975458712% -4.29271539844737% -2.1554162594798% 2.14937455460716%
t.cvar -4.79953148351439% -7.10982333812937% -6.87721864469979% -3.82018165029538% -2.02368173069015% 2.16521633767958%
t.cdar -8.85432468796807% -7.25216881053319% -3.78856551124386% -3.19632817523052% 0.0350966202421095% 2.8333344053012%
t.srt3 -4.48366379659123% -1.92189285696725% -0.960694044262492% -0.778998322123185% -1.21878181600738% 0%
t.srt5 -4.07600912738492% -0.190022153016106% 2.30074302593119% -0.279989729658974% -2.4166574152675% 0%
t.srrs -10.0853063870546% -0.580152839961209% 1.36094994337031% -0.395800761234382% -0.983814636616108% 0%
t.srqr 31.043089444815% 6.43024971846229% -2.4686592203559% -3.56932838795411% -2.51951069292691% 0%
t.pure -4.5773257495415% -6.45790761095924% -1.74528054888661% -4.47117782784417% -1.87368975958871% 4.00355176881923%
t.frs4 -21.2977720566002% -6.03425533518686% -2.14954574007753% -3.41643486514573% -4.32836196364388% 2.51582969049705%
t.frs3 -18.1931569568831% -2.09545184678237% 3.19276881882082% 0.0621885855156634% -1.28101836563767% 4.8697435812493%
t.frs2 -19.4195424002561% 2.87362279684719% 2.17387115508571% -2.75752445996818% -3.5284245186482% 1.96638837618775%
t.frs1 -15.9836675581249% -2.84106919074473% -0.540615311891465% -4.53300980794052% -5.95865333421134% 0.00239115125382838%
t.eqwt -12.2962011664282% -7.71400457134281% -5.05880712835796% -3.74561837844022% -2.8122325904128% -0.346319246013499%
t.sort -12.1053144841423% -9.92004063994935% -0.0462959838718966% -3.28374818580969% -1.86299442619995% 1.09012013174964%
t.rpba -10.7174658991415% -6.96044151730999% -4.64030321150569% -3.27650737269875% -1.90389113423743% 1.11153738319728%
t.mvar -5.20875168486778% -3.38356711258417% -3.07388845766785% -2.3167920466924% 0.384989466959016% 3.85602601169401%
t.madm -7.28843296613328% -6.06642879171207% -5.39132924087346% -2.9660093374084% -0.118917193066038% 3.43536029210875%
t.dist -17.1953909956096% -9.52345594943354% -9.18076716158603% -6.04047267464422% -4.90827151310442% 0.739263195220774%
t.mdiv -13.6661245046804% -9.84977845046483% -8.27195212222687% -6.71077237752967% -3.00360021921153% 1.60231740836137%
t.coco -14.2055030439872% -10.1247524305766% -6.15022938739635% -5.98496934728923% -2.55745988612182% 1.57801601251058%
t.aaaf -1.80384723309279% -0.797903494758455% 4.01620568127472% 3.54864145292095% 5.46437584219796% 7.95928738275477%
t.aaae -6.57619029164545% -10.2706031253002% -3.43404476807883% -3.52518923015443% -2.5074013020375% 3.37463698295205%
t.aaad -15.5521707656434% -6.73222902519973% 0.0199623632091228% -3.55769286721255% -1.71939551911725% 3.92203553824661%
t.aaac -11.7171104998714% -12.1786149368184% -8.65090239246625% -5.873951033187% -5.08362126027069% 2.69452823221095%
t.aaab -10.1030286402622% -11.994495968745% -8.21834697687775% -5.69441388784845% -4.81134957896288% 2.86187886768879%
t.aaaa -1.33970166238788% -7.61440330908435% -4.15463672387348% -3.74798866108195% -3.77100164828742% 3.06459608718586%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
t.dbnd -9.3% -2.2% 0.6% 0.6%    
Peer Group* average
60% Equity / 40% Bonds -6.3% -4.5% -2.4% -1.1% -0.2% 0.4%
Global Equities (ACWI) -5.1% -3.5% -3.2% -3.6% -4.1%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -13.2% -8.9% -4.9% -2.0% -0.0% 0.7%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb -0.412695778432139% -4.80317541429599% 1.45572623242185% 0.0729507255255104% 2.83427177283149% 0%
t.dbnd -9.31727647657003% -2.16494484798287% 0.566240487309801% 0.619076654752413% 0% 0%
t.qaro -10.0013582654389% -1.512918491178% 1.25323155804664% -0.752084771902583% 0.190106732952963% 1.05172220417248%
t.acap -13.764866335996% -7.23641530601677% -6.15224199582046% -2.65309962281025% -0.372330101664373% 2.56855042552876%
t.trdd -11.6148436843065% -9.43817626164701% -4.03544421033319% -2.70584749751166% 1.78355233248593% 3.971238815177%
t.shar -7.6199692769936% -6.24291140628956% 2.57336169869733% 0.810577216293468% 3.84909350344034% 4.84445555062696%
t.tris -7.91445528151993% -2.25299972656684% 0.0857653248358368% -0.312859887275154% 1.59109278543778% 4.11506032249993%
t.tret -9.97634736676933% -8.6791794621576% -3.25241439310108% -2.15226699562892% 2.1312805426475% 4.23962560304767%
t.rsop -9.92434064857752% -5.6016624299198% -3.09818719752143% -1.8420423893829% -0.635343674031251% 1.32096145380841%
t.rpcl -12.9445130395964% -5.97915567067187% -4.41614028602988% -1.79102837853302% 0.675975948578367% 3.38277685565916%
t.risd -3.00477320830461% -2.76153898456553% -0.110655770556996% 0.975266892131308% 3.59205675613354% 4.56153013215395%
t.mva3 -5.96076217280885% -3.74861490129391% -0.467918568875675% 0.693473303265184% 3.21983635748816% 4.82399019479985%
t.mva2 -10.7397770473401% -5.34962097670067% -1.81438517001843% -0.195529444177925% 2.441052428484% 4.31261909178814%
t.mca2 -11.9922513573492% -6.15205135865329% -2.94923495704562% -1.22481989649116% 0.844925660228712% 3.0293905670115%
t.mca1 -14.097537101951% -6.93143766290937% -2.94801975069479% -1.1623164448934% 1.12845105567066% 3.15042028570877%
t.madd -2.60208002427154% -3.64674066277227% -1.39979765391114% 0.672716763766199% 3.44982678603468% 4.57909751791186%
t.loss 0.686094866640015% -2.61288323913064% -0.887712109883765% 0.926253729659591% 3.78708019974439% 4.33999768589958%
t.eqrc -12.0956859041873% -6.54099660075334% -3.45941028275759% -1.39036449818178% 0.935252015426701% 3.07484750529797%
t.cvar 2.37456956975487% -4.17961627817098% -1.5348339698552% 0.851730724473323% 3.23165605271092% 4.27992170473706%
t.cdar -3.58858911507373% -4.51381401168401% -0.281740853291357% 0.456533497106093% 3.94679688205079% 4.87083873341253%
t.srt3 0.552484469646462% 0.0190226823575408% 3.35108536131033% 3.06711466500388% 3.73830719708994% 0%
t.srt5 -4.26086990741178% 0.392798154732592% 3.54946711745333% 1.01695314593968% -0.64528221293517% 0%
t.srrs -7.40562689778588% -0.122387655724079% 2.25308422030118% 0.977004632843506% 0.921704228306508% 0%
t.srqr 0% 21.9569531202551% 2.03120110731179% -0.0403349811428875% 4.32618300051539% 0%
t.pure -2.12322933189905% -6.78141223692815% 1.8791475117084% 0.123350575392684% 6.14430412777552% 10.4497135558571%
t.frs4 -9.35472868672854% -2.38304537658728% 0.807663899499238% 0.213395355699699% 0.0890774404543748% 3.20674085321747%
t.frs3 -10.0136781237429% -0.542668872581663% 3.82124209512417% 2.2248363282133% 1.97218894245338% 5.2499658743944%
t.frs2 -12.4088230926435% 2.80101078817347% 3.91532481483768% 0.935945641951329% 0.840768437571677% 4.24941655920628%
t.frs1 -10.8922429009047% -0.929532589952459% 4.16093384579531% 0.863435911908431% 0.319456173028574% 4.99174526364316%
t.eqwt -11.6729148656813% -6.68230868616398% -3.71098348649295% -2.37633694457141% -1.43353072145716% 0.31218365400125%
t.sort -6.14545420073343% -6.15561316637376% 2.61686944276917% 0.749472786045389% 3.57201275506529% 4.66864584192241%
t.rpba -9.4975449454052% -5.67033640895522% -3.07038152153979% -1.69149531982519% -0.404213191613419% 1.6020741044886%
t.mvar -0.903406830117273% -1.73004601755252% 0.0662213660995414% 1.05876875989261% 3.81061255987689% 4.82938029965722%
t.madm -2.60208002427154% -3.64674066277227% -1.39979765391114% 0.704754481277711% 3.47086515005186% 4.59581013739115%
t.dist -14.7735828354109% -7.1602043650726% -5.23241141288225% -2.09507837404184% 0.147507758924367% 2.84782675989702%
t.mdiv -10.4752457631912% -7.24818445451552% -3.82362399310781% -2.08653300800028% 1.81303032852792% 3.52840633989252%
t.coco -12.0915992319229% -7.91544915594893% -3.03834273001535% -2.33924700068815% 1.23873600229216% 2.8902071136824%
t.aaaf 0.823028143008212% 0.10074459774841% 4.63462745649285% 5.0355842360889% 7.38258309606513% 8.4695017606719%
t.aaae -3.63957777605033% -7.47193322668185% -1.56938567680121% -1.12535554820225% 0.306109460305876% 4.37717724153425%
t.aaad -9.51440509168696% -4.72095051462174% 2.20341097229742% -0.221065047713196% 2.09438492259864% 5.80509711226216%
t.aaac -6.69608388659695% -8.77605187976085% -4.38651816953233% -1.67595950515885% 0.0633831314769431% 4.66234463784249%
t.aaab -5.46789415556142% -8.60274769195439% -4.08264835312295% -1.56813772885264% 0.245449177979652% 4.76439167354619%
t.aaaa 1.71666284023392% -4.86310364919205% -1.10935457284824% -0.230201616850776% 0.982517791135585% 4.87338743847937%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
t.dbnd -0.06 -0.04 0.39 0.41    
Peer Group* average
60% Equity / 40% Bonds 0.61 -0.07 0.39 0.58 0.85 0.60
Global Equities (ACWI) 0.78 0.07 0.42 0.48 0.64  
U.S. Equities (SPY) 1.09 0.27 0.59 0.71 0.91 0.59
U.S. Bonds (BND) -0.84 -0.95 -0.41 -0.10 0.24 0.29
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 0.869792782088818 -0.541150958903706 0.403429324963406 0.228861562227161 0.568098974240819 0
t.dbnd -0.0564275598785789 -0.0384523320506125 0.385455199020515 0.406511818249682 0 0
t.qaro 0.386948296589229 0.121517187634626 0.45768845660329 0.310606135946957 0.428208484445703 0.340769404827065
t.acap 0.139647600568616 -0.313412784931142 0.0155096460839738 0.284014880414865 0.613798013469111 0.595239825785982
t.trdd -0.153941967529467 -0.470074958370757 0.124415234300751 0.253657388086383 0.710791168066243 0.665057661142327
t.shar 0.25422104126652 -0.276341712493036 0.569327307187227 0.509293753688796 0.81759831168799 0.67038909475398
t.tris 0.200533606799071 0.035075309404688 0.382649207770758 0.383373663420911 0.582896978169385 0.634593236753177
t.tret 0.0238919951456307 -0.406224427136631 0.180303939556411 0.300445507763735 0.752259964552104 0.697113801426218
t.rsop 0.445087244254419 -0.0966107099966294 0.350909617864537 0.492056714157674 0.762831106237518 0.629884984394703
t.rpcl 0.126892194012713 -0.19127769275026 0.143260253818316 0.324465304730459 0.593501111338958 0.635487350003796
t.risd 0.590269430274414 -0.00757673923167725 0.393218755721431 0.531288661585603 0.878462177730269 0.770688273165042
t.mva3 0.517621389793184 -0.0536774062944427 0.401646130628142 0.530999818513847 0.882401192924313 0.806070109793321
t.mva2 0.138760643016047 -0.181515460807587 0.268717015026833 0.395735760711714 0.714521808500163 0.692835851948271
t.mca2 0.234835423693616 -0.183958141507027 0.266477525277984 0.419362890621343 0.706634519419585 0.675628520110345
t.mca1 0.00277426374067478 -0.267964162274985 0.222827535726578 0.360494312612624 0.666720376838419 0.65364756341722
t.madd 0.662628289953886 -0.0672117350762078 0.299302331015983 0.504981589913025 0.873086569793249 0.776386000650182
t.loss 0.642494997816542 -0.0122786542641571 0.306088086467856 0.506254019955838 0.862443107969736 0.73620796198251
t.eqrc 0.247386367909306 -0.195944417369783 0.247488065214381 0.430159033978679 0.751425855554208 0.702058687294112
t.cvar 0.811280644923323 -0.121884996279544 0.226733633798296 0.459633528728263 0.763930595551926 0.704539028904885
t.cdar 0.576368404977689 -0.126954973773618 0.379279186717328 0.496436353322644 0.886784907970299 0.745871191868631
t.srt3 0.846122156146149 0.165112782710503 0.542070823137337 0.665723995769604 0.833231146597011 0
t.srt5 0.867033245905615 0.270300984644948 0.704265768087899 0.698322421295285 0.767719938629723 0
t.srrs 0.502201613658702 0.223329178180958 0.637911620132909 0.673703884357977 0.837009141454775 0
t.srqr 2.14868296984008 0.720056685374742 0.58880531223793 0.588386783069645 0.812935012753298 0
t.pure 0.837443560783367 -0.0551051330700783 0.522198194480333 0.456124087562739 0.800014024353451 0.841996902703404
t.frs4 -0.225234549886 -0.0836422572323649 0.441227600159024 0.469820698376483 0.617263795355545 0.724729492512508
t.frs3 -0.0123111324062225 0.127434370631964 0.703506154060255 0.686689530188348 0.812534609479736 0.873175669487733
t.frs2 -0.0868927169958459 0.384117890786183 0.662692387327961 0.527984458663484 0.679811213687596 0.704794996670856
t.frs1 0.135632668137928 0.122269990414069 0.558039044583234 0.437164826351103 0.541831897774815 0.59731273919712
t.eqwt 0.374367053649908 -0.142072761179957 0.333268604344291 0.47500964933677 0.725111417479251 0.566348139843996
t.sort 0.367091332624219 -0.268708997196128 0.558847244451084 0.49366221913524 0.776796274270635 0.646876329445269
t.rpba 0.466792754080738 -0.104778161328295 0.3497129456525 0.499239323482381 0.776980370976899 0.64870684414966
t.mvar 0.787059046704036 0.0743183791428244 0.414612656734454 0.548126944203375 0.907031952495059 0.803696426121794
t.madm 0.662628289953886 -0.0672117350762078 0.299302331015983 0.508080487684129 0.875116994194471 0.777908400359514
t.dist 0.0651292642126926 -0.246712309133876 0.117811226503763 0.329394655201509 0.58755226257059 0.621311917625939
t.mdiv 0.281108544072422 -0.264430556260541 0.159106674352865 0.283143776035289 0.698391754052081 0.667184224435204
t.coco 0.252081780043817 -0.277630273736342 0.268803685490597 0.330173049180515 0.728002749124746 0.668494800200173
t.aaaf 0.9853341617923 0.204888937490143 0.747257593746742 0.893449582211694 1.21556349875702 1.05535920486824
t.aaae 0.710398956668334 -0.290538321967277 0.408481265409789 0.485393066104692 0.741300173665125 0.78691140385118
t.aaad 0.152271069019615 -0.0956511315499498 0.572918955488888 0.484774575596908 0.79144687091676 0.820152751474859
t.aaac 0.395919421521957 -0.399485562664897 0.148778749304152 0.342746608284106 0.581187888502405 0.743124065587158
t.aaab 0.493534056444886 -0.3893850018447 0.170084261288617 0.353316693627039 0.598146013439646 0.753260922048704
t.aaaa 1.0125051583658 -0.150224715363747 0.368026136153928 0.468436981432 0.661637003191856 0.764720436004014
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
t.dbnd -0.11 -0.06 0.61 0.65    
Peer Group* average
60% Equity / 40% Bonds 1.09 -0.10 0.57 0.85 1.33 0.87
Global Equities (ACWI) 1.51 0.10 0.62 0.70 0.99  
U.S. Equities (SPY) 2.15 0.39 0.90 1.09 1.44 0.87
U.S. Bonds (BND) 1.09 -0.10 0.57 0.85 1.33 0.87
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 1.57011709062452 -0.660604522505954 0.649596345316502 0.333074628428115 0.966268173879677 0
t.dbnd -0.108831226356904 -0.0575618619838994 0.614304760881147 0.648655484321031 0 0
t.qaro 0.737818746161739 0.188791092449443 0.790683279635922 0.497291283200715 0.677363302583946 0.537972213316477
t.acap 0.220884228270139 -0.411230044653257 0.020408749420209 0.39287321277404 0.918872732691352 0.889577561833046
t.trdd -0.209502069254087 -0.568046602422024 0.176029526787432 0.35834871271711 1.09316690723772 1.05649685355183
t.shar 0.350430531143964 -0.341500888523899 0.911402778133325 0.800325101439571 1.4116241809515 1.12583135010451
t.tris 0.290253386028751 0.0493926274207623 0.589094378544733 0.580190597028879 0.941151448127322 1.04828395092521
t.tret 0.0344080484241524 -0.498688356258415 0.254845503541076 0.423319757350777 1.14736829612487 1.10438696917027
t.rsop 0.7744978813798 -0.132331052855826 0.512434655472669 0.729627077245784 1.22053001732303 0.942572285174431
t.rpcl 0.205851886069919 -0.266481898673516 0.207273888670568 0.482153942739464 0.938052605967495 1.01529253379173
t.risd 0.929817481049475 -0.0105654193162637 0.611640148160948 0.833595157834216 1.46255531435373 1.26217046435841
t.mva3 0.838604368625577 -0.0753519927854724 0.625502268374826 0.833270629089881 1.49602322403006 1.37101746495338
t.mva2 0.207868075032229 -0.249128157052044 0.408011927343851 0.608769446739797 1.17078963353309 1.15773431133653
t.mca2 0.382115353170928 -0.250805734628456 0.395880829364876 0.631273110370714 1.12676404461536 1.06273586032025
t.mca1 0.00420274660605533 -0.360650316696744 0.331733009538767 0.544520628471354 1.07144639189233 1.03605740260831
t.madd 1.05969281818039 -0.0924579783994397 0.448790621628401 0.779776862899647 1.43210027130309 1.26238028456597
t.loss 0.992532379320704 -0.0180828533437617 0.47835566612974 0.789480194317356 1.45228131431046 1.18844264603855
t.eqrc 0.405055651775638 -0.265025664188406 0.362383993111913 0.641973754572367 1.19293361782693 1.09307874566808
t.cvar 1.474802427384 -0.173298371375221 0.348471055456285 0.706291299060792 1.25475574960277 1.16830739219505
t.cdar 0.966773062555465 -0.171740761212789 0.569182506565702 0.751271399312019 1.45116515231421 1.19754874396439
t.srt3 1.38109087696765 0.257914329970327 0.955402157588664 1.09181896634269 1.47883162127902 0
t.srt5 1.62209781361814 0.389616759774149 1.12768022322512 1.08738055831183 1.1893321927413 0
t.srrs 0.880859215453608 0.327194210673278 0.994300488387387 1.01339576971158 1.30240807566318 0
t.srqr 5.80940240538887 1.33619200687493 1.00996192276926 0.998270193700056 1.43777111382192 0
t.pure 1.52265564618245 -0.0771594477927082 0.861252826176391 0.733358827110154 1.41420681720929 1.48902586657196
t.frs4 -0.332110976969993 -0.119772042921217 0.704219883623289 0.724059073155334 0.977257576340293 1.15227426587662
t.frs3 -0.019031271675987 0.196477462393481 1.23529067838556 1.12187404516913 1.36192339289103 1.43084798873366
t.frs2 -0.1330574197581 0.594382051455002 1.05418522854251 0.780952890171147 1.05052409662425 1.06199657196737
t.frs1 0.198347044442962 0.171967768420539 0.878718267959374 0.654665119832724 0.819727545620389 0.930553599439366
t.eqwt 0.643776325525556 -0.192338636936102 0.483026289250104 0.700819545928317 1.15488530886655 0.834726641599958
t.sort 0.527679692422034 -0.333946949763832 0.9209925708877 0.791213883112456 1.34580082019408 1.08626745524728
t.rpba 0.816392838028734 -0.143232720950185 0.510946912868167 0.740337107335479 1.24626107682862 0.975831089844939
t.mvar 1.31017765971722 0.105238164520342 0.640711245764421 0.861001337181092 1.51327202198069 1.32096747034303
t.madm 1.05969281818039 -0.0924579783994397 0.448790621628401 0.785307924774845 1.43645055193708 1.26549140651564
t.dist 0.107198976005776 -0.33843221368869 0.166257790354953 0.481734687215252 0.910567505534053 0.943273142623172
t.mdiv 0.448733363799027 -0.360503027754709 0.235151601024896 0.415719362319601 1.09765857427498 1.04000315942384
t.coco 0.409020332193331 -0.378984968363175 0.406424065080707 0.491259183250905 1.1618305301982 1.01685439869169
t.aaaf 1.63509068150369 0.295694714882821 1.21811545995362 1.44910434206723 2.15818925924303 1.86772409799321
t.aaae 1.33307846610307 -0.371385102094915 0.610650419256947 0.718285758918006 1.17254575301751 1.25586668507917
t.aaad 0.215901733788394 -0.125316885411181 0.880099745840158 0.730839712570317 1.28560786070883 1.33923422162777
t.aaac 0.633715697336595 -0.50308900960762 0.216715482446253 0.50565675163447 0.896715502489486 1.2152816888565
t.aaab 0.813918094657251 -0.489218271937054 0.246268769169369 0.517928620729745 0.922366653384543 1.23015010162313
t.aaaa 1.83161483368924 -0.196679753798369 0.551234272970436 0.700427495593062 1.05158193895914 1.29650747196006


  Compare: Risk & Volatility

for period ending April 30, 2024

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
t.dbnd 6.1% 10.8% 10.8% 10.8%    
Peer Group* average
60% Equity / 40% Bonds 7.3% 20.7% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 9.4% 25.7% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 8.3% 23.9% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 4.9% 16.5% 17.3% 17.3% 17.3% 17.3%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 3.1818502782275% 13.0568277027014% 13.0568277027014% 13.7505105637516% 13.7505105637516% 0%
t.dbnd 6.05304737549535% 10.7656709303033% 10.7656709303033% 10.7656709303033% 0% 0%
t.qaro 9.57660407319685% 17.9401537635114% 18.6185056702595% 18.6185056702595% 18.6185056702595% 18.6185056702595%
t.acap 10.5117626805204% 25.2368599832353% 25.2368599832353% 25.2368599832354% 25.2368599832353% 25.2368599832353%
t.trdd 8.40289827350832% 27.1830555312864% 27.1830555312864% 27.1830555312864% 27.1830555312864% 27.1830555312864%
t.shar 9.10602281574676% 22.1484560968348% 22.1484560968348% 22.1484560968348% 22.1484560968348% 22.1484560968348%
t.tris 6.96741048362104% 21.3571934038792% 21.3571934038792% 21.3571934038792% 21.3571934038792% 21.3571934038792%
t.tret 8.41862842217561% 27.165354431946% 27.165354431946% 27.165354431946% 27.165354431946% 27.165354431946%
t.rsop 9.87307779781741% 24.7390854999211% 24.7390854999211% 24.7390854999211% 24.7390854999211% 33.0577793967064%
t.rpcl 9.60052369212903% 22.9495598582911% 22.9495598582911% 22.9495598582911% 22.9495598582911% 22.9495598582911%
t.risd 6.60048607563598% 24.3652449745117% 24.3652449745117% 24.3652449745117% 24.3652449745117% 24.3652449745117%
t.mva3 7.59705536868808% 22.9452559925798% 22.9452559925798% 22.9452559925798% 22.9452559925798% 22.9452559925798%
t.mva2 8.0368341658545% 22.4690989586957% 22.4690989586957% 22.4690989586957% 22.4690989586957% 22.4690989586956%
t.mca2 9.42059101843975% 23.4265171113136% 23.4265171113136% 23.4265171113136% 23.4265171113136% 23.4265171113136%
t.mca1 9.16082108694984% 23.4419890095216% 23.4419890095216% 23.4419890095216% 23.4419890095216% 23.4419890095216%
t.madd 6.89948293005408% 26.4222727849959% 26.4222727849959% 26.4222727849959% 26.4222727849959% 26.4222727849959%
t.loss 6.67596893690509% 23.8117422089129% 23.8117422089129% 23.8117422089129% 23.8117422089129% 23.8117422089129%
t.eqrc 9.69848159095712% 24.3641080160794% 24.3641080160794% 24.3641080160794% 24.3641080160794% 24.3641080160794%
t.cvar 6.25774060645863% 25.9058588778841% 27.0434954429347% 27.0434954429347% 27.0434954429347% 27.0434954429347%
t.cdar 6.49862062046101% 26.3401256997953% 26.3401256997953% 26.3401256997953% 26.3401256997953% 26.3401256997953%
t.srt3 15.2451456058123% 15.2451456058123% 15.2451456058123% 20.2197383518712% 20.2197383518712% 0%
t.srt5 13.2469177136451% 16.2636675636462% 16.2636675636462% 16.2636675636462% 27.450580236696% 0%
t.srrs 8.50496892366382% 11.8995447034588% 11.8995447034588% 11.8995447034588% 16.7522961327295% 0%
t.srqr 22.1764372605866% 30.3767332555564% 30.3767332555564% 50.7359272673712% 50.7359272673712% 0%
t.pure 8.59176770077439% 34.9087295966561% 34.9087295966561% 34.9087295966561% 34.9087295966561% 34.9087295966561%
t.frs4 4.82041983213289% 9.00174435339898% 9.00174435339898% 9.00174435339897% 10.2310330371151% 12.5827990951762%
t.frs3 5.49578933588996% 9.54826464148639% 9.54826464148637% 9.54826464148638% 14.2437320943028% 17.3252273065182%
t.frs2 9.34743914901497% 10.030548451412% 10.030548451412% 14.8660040035447% 16.2656162388656% 26.1215592298563%
t.frs1 8.32580963134446% 18.351329348156% 18.351329348156% 18.351329348156% 22.6002645796696% 24.9737330214859%
t.eqwt 10.6039084794715% 25.4957547252758% 25.4957547252758% 25.4957547252758% 25.4957547252758% 42.0533763996757%
t.sort 8.92432337978504% 22.2884481668295% 22.2884481668295% 22.2884481668296% 22.2884481668295% 22.2884481668295%
t.rpba 9.72343334363634% 24.9744841542585% 24.9744841542585% 24.9744841542585% 24.9744841542585% 31.2121188566069%
t.mvar 6.78079678109097% 24.4505635659513% 24.4505635659513% 24.4505635659513% 24.4505635659513% 24.4505635659513%
t.madm 6.89948293005408% 26.4222727849959% 26.4222727849959% 26.4222727849959% 26.4222727849959% 26.4222727849959%
t.dist 10.3760417636857% 24.3005216979299% 24.3005216979299% 24.3005216979299% 24.3005216979299% 24.3005216979299%
t.mdiv 8.91277440144189% 26.9009311250664% 26.9009311250664% 26.9009311250664% 26.9009311250664% 26.9009311250664%
t.coco 10.4750859044509% 26.8328716826753% 26.8328716826753% 26.8328716826753% 26.8328716826753% 26.8328716826753%
t.aaaf 6.26303244620529% 18.9373663115307% 18.9373663115307% 18.9373663115307% 18.9373663115307% 18.9373663115307%
t.aaae 9.63872865017724% 25.3154421382098% 25.3154421382098% 25.3154421382098% 25.3154421382098% 25.3154421382098%
t.aaad 9.37209902945941% 23.9269488032021% 23.9269488032021% 23.9269488032021% 23.9269488032021% 23.9269488032021%
t.aaac 8.57088934977643% 27.532404847532% 27.532404847532% 27.532404847532% 27.532404847532% 27.532404847532%
t.aaab 8.44796181111893% 27.625653749495% 27.625653749495% 27.625653749495% 27.625653749495% 27.625653749495%
t.aaaa 6.17113336623883% 25.2751231444457% 25.2751231444457% 25.2751231444457% 25.2751231444457% 25.2751231444457%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.dbnd 9.6% 9.3% 7.9% 6.2%    
Peer Group* average
60% Equity / 40% Bonds 12.9% 13.2% 13.9% 11.1% 10.6% 10.6%
Global Equities (ACWI) 16.7% 17.6% 19.5% 16.0% 17.0%  
U.S. Equities (SPY) 17.5% 19.1% 20.9% 17.1% 16.8% 16.5%
U.S. Bonds (BND) 7.1% 7.0% 6.3% 5.0% 4.5% 4.5%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 6.60169897658743% 6.57213904791441% 7.61563837471657% 6.8421873698006% 7.62746175327418% 0%
t.dbnd 9.57650000079124% 9.30539701083454% 7.92578100412292% 6.15429512580132% 0% 0%
t.qaro 15.7655501150798% 13.7831979001241% 14.0573554592258% 11.2545545928112% 10.5093409371611% 10.506741522641%
t.acap 14.1136666910818% 12.7370160359277% 12.7474667687951% 11.0585800499877% 11.4850422808816% 11.7102862481312%
t.trdd 9.64855538291009% 12.711577911183% 13.1086057949199% 11.3040219210216% 10.7911051439822% 11.4271756876161%
t.shar 10.2255761505432% 11.9852707011994% 14.2724584689467% 11.894876288551% 12.3238942297497% 13.2801578383998%
t.tris 9.52276929838916% 13.3526009139516% 13.3132183681735% 11.4645020916886% 11.505281583134% 11.9883707538413%
t.tret 10.2322551139054% 12.9841304706533% 13.2341051090174% 11.2911371912922% 10.6212186139521% 11.2639076493908%
t.rsop 15.4994297211309% 15.3457431845839% 15.7508748123711% 12.6819285637597% 12.6588085074061% 13.0340050703053%
t.rpcl 13.8561901951827% 13.6415931782161% 13.4127672191878% 11.1116501264469% 10.7684286543859% 10.8888066903231%
t.risd 11.6983066306535% 12.993078906746% 12.6899189264893% 10.347135078665% 9.58819897431873% 9.95981523695836%
t.mva3 12.5690453377744% 13.3493295264372% 13.0210565303444% 10.6296573223599% 10.2771825021045% 10.5118251564931%
t.mva2 12.1029360532912% 12.8519902523856% 12.4798284508622% 10.4687188893062% 9.98008656861642% 10.4192070845721%
t.mca2 13.9850715242554% 13.8561406479254% 13.32975146482% 10.8934739357286% 10.2188783766795% 10.5706695447645%
t.mca1 12.9130145851678% 13.2097776210927% 12.87878490147% 10.6885039868624% 10.1685075965524% 10.438833718793%
t.madd 11.8950432337294% 13.0235002942315% 12.5912715176421% 10.2325131886749% 9.42785006861509% 9.86915014664506%
t.loss 11.5262228341194% 13.0991046025397% 12.3775017845615% 10.4513918083161% 9.97120836256449% 10.4228173026119%
t.eqrc 14.1929474557593% 14.1387166146775% 13.5236385455216% 11.0007538925173% 10.2941380906944% 10.6731478306571%
t.cvar 12.6971637007989% 13.498201125571% 12.5295267228016% 10.393443230611% 9.98247215084825% 10.304598788185%
t.cdar 14.6363146108871% 13.5860822847528% 13.3140586235261% 11.0035176828375% 10.6027961710035% 11.3015408200552%
t.srt3 22.9999639123554% 16.0521698168111% 17.8043204050947% 15.8942733597633% 15.7513569956566% 0%
t.srt5 22.9689535662972% 20.3596202542118% 22.1499132698192% 18.1481763379368% 18.8294976771314% 0%
t.srrs 14.6005105892405% 14.4745488909959% 15.2916873555332% 12.7245568774739% 12.642690425874% 0%
t.srqr 137.212625877413% 74.6074115962474% 59.1389548076505% 44.9446412392624% 43.522993564963% 0%
t.pure 21.4289464816487% 20.6404792202515% 24.0966557956828% 19.1940830097617% 19.995811654163% 21.46029094717%
t.frs4 8.4421568818549% 8.79855156430513% 9.49166866608972% 7.83311876925215% 8.93963424768521% 8.94384463062062%
t.frs3 11.3898407402019% 10.7234345236718% 10.9032300993735% 9.3958716904828% 10.3390342648126% 10.6122637037508%
t.frs2 12.2843459132152% 12.1726976522648% 12.1538869831564% 11.1612931022033% 11.9336288780349% 12.8223067918065%
t.frs1 13.1455382713736% 17.446477750667% 17.6046508039351% 14.877595267179% 15.423472174495% 16.8114586186495%
t.eqwt 16.2138844420366% 15.8905219472689% 16.4868514140985% 13.3942246063921% 13.5480726046025% 14.3896968764028%
t.sort 10.8597199088283% 12.0303001119354% 14.7808907670978% 12.2002085511084% 12.7224325271456% 13.5597542833372%
t.rpba 15.3924016975169% 15.2124390862813% 15.6214256298895% 12.5569727915446% 12.5619642061862% 12.8954052716605%
t.mvar 12.4197495040619% 13.4923081190035% 13.0579152167738% 10.4587598197257% 9.64652342383621% 9.94861592454648%
t.madm 11.8950432337294% 13.0235002942315% 12.5912715176421% 10.2455609652819% 9.43665710537564% 9.87561918199862%
t.dist 14.7100289173409% 14.1139122919085% 14.0627077932324% 11.7696294590307% 11.3256811918898% 11.4724934790063%
t.mdiv 13.5509836414243% 14.0438758854343% 13.3585887777382% 10.8385977350513% 10.1614912192888% 10.3977031253045%
t.coco 14.6655460852129% 14.6401534643723% 14.3668455339289% 11.4377432749416% 10.7004352440777% 10.9375418085486%
t.aaaf 11.3679049466036% 13.1612525242057% 12.6304906597936% 10.9476163806257% 11.0923609736608% 12.0926854510474%
t.aaae 14.7513548472884% 13.4586781361594% 15.5760907170874% 12.565058229733% 12.5465361748383% 13.2737835166204%
t.aaad 10.7019039917677% 14.235062422513% 16.2354132860417% 13.2042230419697% 13.7506447519044% 14.1144373186093%
t.aaac 12.2862925333865% 13.4578002524282% 14.8387461063315% 12.162532329073% 11.9612495822061% 12.2817400881426%
t.aaab 12.1365129183587% 13.4256272834681% 14.6982389088247% 12.047106274885% 11.9175435624509% 12.2622676543035%
t.aaaa 12.6613986527084% 12.957139874367% 14.021234356532% 11.4881009321143% 11.5919386926731% 12.1212421378733%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.dbnd 4.2% 5.1% 4.0% 3.2%    
Peer Group* average
60% Equity / 40% Bonds 6.6% 9.1% 9.0% 7.1% 6.5% 7.0%
Global Equities (ACWI) 8.0% 11.7% 12.7% 10.4% 10.6%  
U.S. Equities (SPY) 8.3% 12.5% 13.2% 10.8% 10.2% 11.0%
U.S. Bonds (BND) 4.2% 5.2% 4.3% 3.3% 2.9% 2.8%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 2.97769344864264% 4.71160547171887% 4.20950634500127% 4.40111371205407% 4.26359065437313% 0%
t.dbnd 4.20098688759034% 5.06396187980037% 4.04141156627449% 3.23543212657595% 0% 0%
t.qaro 7.54970508128897% 7.79940250998185% 7.31323857219623% 6.5504230198915% 6.30618727436207% 6.32577594694231%
t.acap 8.27323359721875% 8.89926000102372% 9.18143051937206% 7.61542784426715% 7.38468951983851% 7.54109817947899%
t.trdd 6.46914570477687% 9.77664775356628% 8.55516961304178% 7.5321627255283% 6.61653587056656% 6.82877262217008%
t.shar 6.87782742865746% 8.90010087415505% 8.08170956178767% 7.03783842733043% 6.7166690161682% 7.53573477872071%
t.tris 5.99067656178813% 8.62219075350258% 7.96893099151659% 7.14627181024517% 6.80005831522394% 6.91180008901891%
t.tret 6.48388207164533% 9.8051014562875% 8.65233664152107% 7.54187364348553% 6.56162930764456% 6.74060551378868%
t.rsop 8.22827872019349% 10.2809558322599% 10.1212397181939% 8.07440194551042% 7.53405118106104% 8.3938623694032%
t.rpcl 7.8868089833179% 8.82027425645942% 8.59250444501592% 6.99814360831749% 6.43957679322283% 6.47091289282396%
t.risd 6.85411099252993% 8.36575147170338% 7.38084238329207% 6.06129480966026% 5.33032085667775% 5.7258738132615%
t.mva3 7.18882413164207% 8.57023816081079% 7.59627065562245% 6.251550457846% 5.64429201219259% 5.81877496729587%
t.mva2 7.51816988581038% 8.44772256871973% 7.46633911278177% 6.29485123658912% 5.68791561760213% 5.86984667742102%
t.mca2 7.95150179466899% 9.24038621622858% 8.23368977914233% 6.72706823119462% 6.00085390607339% 6.37173122972155%
t.mca1 7.92864638441084% 8.90438436545779% 7.90209471217273% 6.5641385837967% 5.92084169207748% 6.23557960781204%
t.madd 6.88641387704638% 8.54211543594866% 7.66645267777453% 6.10105660307971% 5.32216466856547% 5.71380741559194%
t.loss 6.88304235739238% 8.12150627903365% 7.34396117793711% 6.31723488038826% 5.6178437745884% 6.18616218594791%
t.eqrc 8.01668500464486% 9.52906917273013% 8.49766292267205% 6.85202794933111% 6.06319706306074% 6.50105006898656%
t.cvar 6.3820197455283% 8.58874809621315% 7.43894737371528% 6.28514276991759% 5.70338919225426% 5.86314084934837%
t.cdar 8.10090839651661% 9.08394535325487% 8.08872822411101% 6.74555122576103% 6.0535088574494% 6.69801443255215%
t.srt3 13.6526692012785% 9.63358390233123% 9.61129545094004% 9.38733601242829% 8.63124771530118% 0%
t.srt5 11.6985598363126% 13.235829762353% 13.1318108689942% 11.1921210579005% 11.8424492316863% 0%
t.srrs 7.5855963299268% 8.97646574600931% 9.17653134833265% 8.0445920138197% 7.82266269469224% 0%
t.srqr 48.8663446535334% 37.8987717060322% 32.9558112187621% 25.5579692832614% 23.8460176681966% 0%
t.pure 11.1946078229957% 13.8858373072463% 13.8542361014148% 11.4332252711811% 10.8983572661823% 11.7071607001602%
t.frs4 4.98582061681554% 5.32250957485311% 5.37319087737376% 4.7102290502259% 5.42136614548261% 5.35989307879637%
t.frs3 6.69613449137049% 6.03884484190171% 5.50053925489315% 5.34322649610948% 5.90992749305265% 6.18831253354256%
t.frs2 7.28366963468876% 6.93310289186195% 7.02074383535434% 7.19446076131841% 7.48086081290547% 8.2422942218683%
t.frs1 8.40723487296462% 11.7325070451044% 10.6216827604837% 9.57240215469103% 9.94681039196473% 10.4636253930985%
t.eqwt 8.76015360144978% 10.8347082934058% 10.7182875425029% 8.60168838918822% 8.13183730911628% 9.45245556666155%
t.sort 6.99294312058495% 8.86426513447648% 8.09936491266019% 7.06892333890811% 6.93050853535551% 7.7072432301239%
t.rpba 8.12126233709992% 10.207272395033% 10.0236946134602% 7.98766599046927% 7.45176055040795% 8.25461160853575%
t.mvar 6.89729952476126% 8.55301375644386% 7.68129044485836% 6.11523289223841% 5.34312774924604% 5.68887457989694%
t.madm 6.88641387704638% 8.54211543594866% 7.66645267777453% 6.10302969797444% 5.32331002716968% 5.71472974456813%
t.dist 8.27118450372929% 9.33213325264463% 9.31713143392114% 7.5801161111442% 6.94106579416349% 7.22482164050434%
t.mdiv 7.90662340477618% 9.3383980790381% 8.26415289667327% 6.86466066351636% 6.04222537103022% 6.30139674098193%
t.coco 8.42989906681342% 9.75767148883778% 8.7124831872359% 7.16056534629338% 6.26974207580595% 6.83197820921279%
t.aaaf 6.28311824295232% 8.1724364758165% 6.94060101408492% 6.23224150791394% 5.84256598337106% 6.4501853536825%
t.aaae 7.14222135945245% 9.75036513458362% 9.80419562921279% 8.06830716874557% 7.60403153863228% 8.00050094129158%
t.aaad 6.94813108264802% 10.0206416055934% 9.85763118480595% 8.28826186201551% 8.10561835702236% 8.27886973725163%
t.aaac 7.00268253096224% 9.99950520833758% 9.64529377252201% 7.85703053831892% 7.46270701730034% 7.19368284867638%
t.aaab 6.66754480835866% 10.0060568330195% 9.61699775871723% 7.83572073166279% 7.44065384541215% 7.19514149115795%
t.aaaa 6.39240788086459% 9.13220356761432% 8.76542790293958% 7.27638009924055% 6.98794653139115% 6.82472308411065%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
t.dbnd 0.48 0.38 0.23 0.17    
Peer Group* average
60% Equity / 40% Bonds 0.79 0.72 0.69 0.67 0.65 0.65
Global Equities (ACWI) 0.98 0.93 0.94 0.94 1.00  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.79 0.72 0.69 0.67 0.65 0.65
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 0.352940911096158 0.220326119347265 0.141205602995493 0.12351105493884 0.0917158979910783 0
t.dbnd 0.484275121252264 0.375607124969824 0.234417214412757 0.174123317037381 0 0
t.qaro 0.878196458158332 0.651169537038805 0.422333846635905 0.350377913820445 0.28461633740781 0.241602251102761
t.acap 0.865653142087777 0.585679235912433 0.544717631685018 0.501435016314207 0.508305114669648 0.441861593189879
t.trdd 0.558694942272676 0.548551250576056 0.482114112788896 0.480601384991726 0.403017526547452 0.356979203162776
t.shar 0.570699914553843 0.513281692302658 0.47053053795954 0.444116795645217 0.405623111526051 0.372065967500362
t.tris 0.550475468815434 0.522275616542835 0.420151799856259 0.393453682813751 0.334739324709254 0.324042349347975
t.tret 0.56624654078131 0.554347759100167 0.480608078846196 0.478479524661201 0.401633490876816 0.356148607382458
t.rsop 0.921341963494879 0.793347563831219 0.738425545560257 0.700292599253193 0.707094446976024 0.717516886776111
t.rpcl 0.807228158277291 0.627040009642106 0.542607458695741 0.463949965142525 0.388158731482821 0.350046057287243
t.risd 0.545562878776401 0.508761069902462 0.43730418010533 0.387982846808317 0.327276766976682 0.309358843670675
t.mva3 0.68911317728261 0.585940503542164 0.491706573666101 0.426224337574566 0.396451745287944 0.363424553155867
t.mva2 0.686010991196562 0.562375099341115 0.444330679447562 0.370135436824501 0.316435799921508 0.280084915450037
t.mca2 0.841835378573941 0.683365949829762 0.564602356662408 0.505180324177097 0.442300594667106 0.424370043592657
t.mca1 0.776587188175422 0.620173783594237 0.502352565445976 0.433166931886113 0.388900122365185 0.37434920291917
t.madd 0.57694318769984 0.522374306470582 0.442782374839524 0.386762704684995 0.325540321200829 0.306914759575594
t.loss 0.360569807341803 0.44836504624711 0.391590086109504 0.365711785264248 0.315915025467279 0.323836780512574
t.eqrc 0.859778587312452 0.712489559550502 0.591771845976227 0.535952475184224 0.473298684061684 0.459473189739518
t.cvar 0.41966558071185 0.432981602192635 0.362850933072736 0.32883307411275 0.290497043156479 0.287838394364276
t.cdar 0.647188544524933 0.489195243668974 0.45327648846573 0.428371089586936 0.364033119467784 0.341729900190474
t.srt3 0.93412703209455 0.406459120275294 0.461307927708546 0.578238469528968 0.583042233548468 0
t.srt5 1.24081346759758 0.902106241008331 0.918932524857001 0.930921259119914 0.96950398254441 0
t.srrs 0.806785563435218 0.684706075768562 0.626251451119022 0.643490269058985 0.652564791498795 0
t.srqr 2.53418867606724 1.79451420544791 1.61358372823903 1.54971823278881 1.49738876727382 0
t.pure 1.02698446073123 0.981107327467789 0.768205784506812 0.647271879864601 0.551195690685065 0.550388907299045
t.frs4 0.407787451454636 0.335016078339899 0.305092526133233 0.310756374679291 0.380373406765459 0.339883662710545
t.frs3 0.538404469891247 0.398661960001485 0.337840180716447 0.366647885755756 0.437668435237207 0.393620881066388
t.frs2 0.615163393155254 0.383729741802245 0.347719784497574 0.416589023991587 0.487418815579482 0.455137824707948
t.frs1 0.693903129713261 0.466749325080476 0.407149211303866 0.433484873107428 0.508045817037272 0.412893941103684
t.eqwt 0.969308080088917 0.838552133198434 0.783709642423305 0.753646382935654 0.770146722508724 0.809315969184038
t.sort 0.563533423004853 0.513406745641706 0.471031528956713 0.44271838217272 0.408168679728653 0.373348820787321
t.rpba 0.913870030779493 0.784422672077459 0.731581563199716 0.690333822241477 0.698217610468409 0.704014331271175
t.mvar 0.582278498707065 0.529351051098709 0.45609872337377 0.40074425944672 0.3338895576247 0.314300289616038
t.madm 0.57694318769984 0.522374306470582 0.442782374839524 0.387207931134875 0.32584160328018 0.307159304946112
t.dist 0.859151851600825 0.67162109878707 0.586977950452764 0.511661517841896 0.442677032460567 0.430321311125119
t.mdiv 0.787600243861593 0.627904133121532 0.507036115333526 0.444587516550436 0.361552799260109 0.343950446017136
t.coco 0.866824147496654 0.685588967631542 0.590789805929586 0.530255245033992 0.451059705403914 0.45674975652862
t.aaaf 0.568312416291456 0.526184783785975 0.408735719291641 0.392977560075045 0.388578317791719 0.384537357020957
t.aaae 0.765533184588344 0.654015419950586 0.67265545758146 0.619106192358168 0.610630514967913 0.599260922126564
t.aaad 0.620236264831317 0.62522794911934 0.581437782515371 0.55475466798582 0.577969162861372 0.543127537006304
t.aaac 0.638449534015179 0.584740396303099 0.548064257515188 0.493314307628005 0.463275376623735 0.429606146855114
t.aaab 0.633569436954737 0.583470710814608 0.549168822105332 0.49250458719353 0.46269899276194 0.429994493295319
t.aaaa 0.598408198720109 0.545174652236775 0.530919435828517 0.477727427464896 0.449416046559384 0.423145230794097


  Compare: Correlation

for period ending April 30, 2024

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.78 0.80 0.60 0.48
to S&P500 (SPY) 0.76 0.73 0.57 0.45
to U.S. Bonds (BND) 0.96 0.87 0.81 0.75
to Commodities (DBC) -0.21 0.07 0.00 0.07
to Gold (GLD) 0.21 0.35 0.43 0.41


  History

Monthly Total Return
Month Dec Nov Oct Sept Aug Jul Jun May Apr Mar Feb Jan
2024 -0.9% 0.9% -0.4% 0.3%
2023 4.2% 7.1% -2.1% -3.1% -0.8% 0.4% -0.5% -0.5% 0.2% 2.1% -0.8% 4.4%
2022 0.1% 6.9% 2.9% -5.1% -2.8% 4.4% -3.3% 1.0% -0.5% -2.4% -0.4% -1.8%
2021 1.7% -0.2% 0.0% -0.3% -0.0% -0.3% 1.0% 0.2% 1.1% 1.5% -0.9% -0.3%
2020 2.1% 0.0% -0.2% -0.8% 0.1% 3.7% -0.2% 0.2% 4.1% 1.2% 0.8% 0.7%
2019 1.8% -0.0% 0.3% -0.0% 1.9% -0.1% 0.5% 0.7% 0.2% 2.2% -0.1% 0.3%
2018 1.5% 0.4% -0.6% -0.1% 0.5% 0.4% 0.1% 0.4% 0.6% 0.2% -0.7% -1.2%
2017 -0.0% -0.1% 0.3% -0.7% 0.2% 0.8% -0.1% 0.1% 0.2% 0.0% 1.1% 0.1%
2016 3.5% -1.9% -0.6% 1.4% -0.0% -0.0% 2.5% 0.9% 1.4% 1.1% 0.6% 0.1%
2015 -2.0% -0.3% -0.1% -2.4% 1.0% 0.7% 0.0% 0.0% 0.1% 0.2% -0.3% 2.2%
2014 1.6% 0.1% 0.3% -1.6% 1.2% -2.0% -0.1% 0.2% 1.7% 0.1% 2.7% 4.3%
2013 0.5% 1.0% 0.1% 0.2% -3.4% 2.2% -7.2% -0.9% 0.1% 0.0% 0.4% 1.0%
2012 0.0% 2.8% 1.0% 0.9% 0.0% 1.0% 0.1% 0.3% 1.1% 0.6% 0.1% 0.3%
2011 0.8% 0.0% -0.5%
Monthly Allocation
Month Allocations
202405 MBB,100
202404 HYS,100
202403 HYS,100
202402 SHY,100
202401 SHY,100
202312 MBB,100
202311 HYMB,100
202310 MBB,100
202309 MBB,100
202308 MBB,100
202307 HYMB,100
202306 SHY,100
202305 HYS,100
202304 SHY,100
202303 MBB,100
202302 SHY,100
202301 HYMB,100
202212 SHY,100
202211 HYMB,100
202210 HYS,100
202209 MBB,100
202208 HYS,100
202207 HYS,100
202206 HYMB,100
202205 HYS,100
202204 SHY,100
202203 MBB,100
202202 SHY,100
202201 HYS,100
202112 HYS,100
202111 MBB,100
202110 HYS,100
202109 MBB,100
202108 SHY,100
202107 HYS,100
202106 HYMB,100
202105 HYS,100
202104 HYMB,100
202103 HYS,100
202102 MBB,100
202101 HYS,100
202012 HYMB,100
202011 SHY,100
202010 HYMB,100
202009 HYS,100
202008 MBB,100
202007 HYS,100
202006 MBB,100
202005 MBB,100
202004 HYS,100
202003 SHY,100
202002 MBB,100
202001 MBB,100
201912 HYS,100
201911 SHY,100
201910 SHY,100
201909 HYMB,100
201908 HYMB,100
201907 SHY,100
201906 SHY,100
201905 SHY,100
201904 SHY,100
201903 HYMB,100
201902 MBB,100
201901 SHY,100
201812 HYMB,100
201811 SHY,100
201810 MBB,100
201809 SHY,100
201808 HYS,100
201807 HYMB,100
201806 MBB,100
201805 SHY,100
201804 HYS,100
201803 SHY,100
201802 MBB,100
201801 MBB,100
201712 SHY,100
201711 HYS,100
201710 HYS,100
201709 HYMB,100
201708 #N/A
201707 HYS,100
201706 HYS,100
201705 SHY,100
201704 SHY,100
201703 HYS,100
201702 HYS,100
201701 MBB,100
201612 HYMB,100
201611 MBB,100
201610 HYS,100
201609 HYS,100
201608 MBB,100
201607 SHY,100
201606 HYMB,100
201605 HYS,100
201604 HYMB,100
201603 HYMB,100
201602 HYMB,100
201601 HYMB,100
201512 HYS,100
201511 SHY,100
201510 SHY,100
201509 HYS,100
201508 HYMB,100
201507 HYMB,100
201506 SHY,100
201505 HYMB,100
201504 MBB,100
201503 SHY,100
201502 SHY,100
201501 HYMB,100
201412 HYMB,100
201411 SHY,100
201410 SHY,100
201409 HYS,100
201408 HYS,100
201407 HYS,100
201406 HYMB,100
201405 SHY,100
201404 HYMB,100
201403 HYS,100
201402 HYMB,100
201401 HYMB,100
201312 HYS,100
201311 HYMB,100
201310 SHY,100
201309 SHY,100
201308 HYMB,100
201307 HYS,100
201306 HYMB,100
201305 HYMB,100
201304 SHY,100
201303 SHY,100
201302 HYS,100
201301 HYS,100
201212 SHY,100
201211 HYMB,100
201210 HYS,100
201209 HYMB,100
201208 SHY,100
201207 HYS,100
201206 MBB,100
201205 MBB,100
201204 HYS,100
201203 HYS,100
201202 MBB,100
201201 MBB,100
201112 MBB,100
201111 SHY,100
201110 HYMB,100

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